+24.5%
UPRO vs TXG
+254.8%
-230.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +7.4% | -1.8% | +9.3% | +7.9% |
| 30D | -7.9% | -20.4% | +12.5% | -3.3% |
| 3M | -12.0% | +0.1% | -12.1% | -13.7% |
| 6M | -2.0% | +176.2% | -178.1% | -25.2% |
| YTD | +20.4% | +256.8% | -236.4% | -12.9% |
| 1Y | +24.5% | +255.9% | -231.4% | -10.2% |
| All | +24.5% | +254.8% | -230.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling